-5.2%
LQD vs CFG
+99.7%
-104.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | 0.0% | -0.6% | +0.5% | 0.0% |
| 30D | -0.2% | -4.5% | +4.3% | 0.0% |
| 3M | -1.7% | +6.3% | -8.0% | -2.0% |
| 6M | -2.7% | +20.6% | -23.3% | -3.6% |
| YTD | -1.4% | +21.2% | -22.7% | -2.4% |
| 1Y | -1.0% | +38.2% | -39.2% | -2.6% |
| 3Y | +15.1% | +185.9% | -170.9% | +8.7% |
| 5Y | -5.2% | +97.0% | -102.2% | -9.7% |
| All | -5.2% | +99.7% | -104.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling